+409.0%
NFLX vs MOS
+8.6%
+400.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +2.1% | +21.6% | -19.4% | -0.7% |
| 30D | -9.0% | +12.0% | -21.0% | -10.7% |
| 3M | -14.0% | -3.9% | -10.1% | -13.8% |
| 6M | -28.2% | -3.3% | -24.8% | -28.4% |
| YTD | -32.4% | -4.6% | -27.7% | -33.0% |
| 1Y | -42.2% | -7.0% | -35.2% | -42.6% |
| 3Y | +45.9% | -24.4% | +70.3% | +46.3% |
| 5Y | -1.8% | -32.1% | +30.3% | -0.9% |
| All | +409.0% | +8.6% | +400.4% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling